Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,97% | 81,05 % | 81,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 573 CHF | 207 573 CHF | 100,00% | 100,00% |
19/11/2024 | 0,98% | 83,14 % | 83,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 203 920 CHF | 205 920 CHF | 99,79% | 99,79% |
18/11/2024 | 0,95% | 84,19 % | 84,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 647 CHF | 212 647 CHF | 97,08% | 97,08% |
15/11/2024 | 0,93% | 84,74 % | 85,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 113 CHF | 215 113 CHF | 99,99% | 99,99% |
14/11/2024 | 0,96% | 83,72 % | 84,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 706 CHF | 209 706 CHF | 98,60% | 98,60% |
13/11/2024 | 0,94% | 84,12 % | 84,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 712 CHF | 213 712 CHF | 99,97% | 99,97% |
12/11/2024 | 0,92% | 86,31 % | 87,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 462 CHF | 219 462 CHF | 20,81% | 20,81% |
11/11/2024 | 0,85% | 93,14 % | 93,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 974 CHF | 235 974 CHF | 99,30% | 99,30% |
08/11/2024 | 0,86% | 91,98 % | 92,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 709 CHF | 233 709 CHF | 99,92% | 99,92% |
07/11/2024 | 0,84% | 95,01 % | 95,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 893 CHF | 239 893 CHF | 99,97% | 99,97% |